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A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

A high-order finite element method is proposed to solve the nonlinear convection-diffusion equation on a time-varying domain whose boundary is implicitly driven by the solution of the equation. The method is semi-implicit in the sense that…

Numerical Analysis · Mathematics 2022-01-03 Chuwen Ma , Weiying Zheng

In this paper we present an integro-differential diffusion equation for continuous time random walk that is valid for a generic waiting time probability density function. Using this equation we also study diffusion behaviors for a couple of…

Statistical Mechanics · Physics 2015-05-19 Kwok Sau Fa , K. G. Wang

In physics, phenomena of diffusion and wave propagation have great relevance; these physical processes are governed in the simplest cases by partial differential equations of order 1 and 2 in time, respectively. By replacing the time…

General Mathematics · Mathematics 2019-12-10 Armando Consiglio , Francesco Mainardi

We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $\alpha\in(0,1)$ in time and zero initial data. We derive a…

Numerical Analysis · Mathematics 2017-07-26 Beiping Duan , Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

After introducing the formalism of the general space and time fractional Schr\"odinger equation, we concentrate on the time fractional Schr\"odinger equation and present new results via the elegant language of Fox's H-functions. We show…

Mathematical Physics · Physics 2013-01-07 Selcuk S. Bayin

In this paper, we introduce a delayed Mittag-Leffler type function. With the help of the delayed Mittag-Leffler type functions, we give an explicit formula of solutions to linear nonhomogeneous fractional time-delay Langevin equations…

Dynamical Systems · Mathematics 2019-07-04 N. I. Mahmudov

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical…

Probability · Mathematics 2016-11-29 Erkan Nane

In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…

Numerical Analysis · Mathematics 2025-08-19 Yikan Liu

A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…

Classical Analysis and ODEs · Mathematics 2021-05-04 Arran Fernandez , Joel E. Restrepo , Durvudkhan Suragan

We prove the uniqueness in determining both orders of fractional time derivatives and spatial derivatives in diffusion equations by pointwise data. The proof relies on the eigenfunction expansion and the asymptotics of the Mittag-Leffler…

Analysis of PDEs · Mathematics 2020-06-29 Masahiro Yamamoto

Sub-diffusion equations are used in a large range of applications including fluids, plasma physics and biology. Their mathematical analysis is advanced even if a much larger literature addresses super-diffusions. The goal of this paper is…

Analysis of PDEs · Mathematics 2025-07-29 Benoît Perthame , Min Tang

In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…

Analysis of PDEs · Mathematics 2023-08-01 Marvin Fritz

A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…

Numerical Analysis · Mathematics 2019-07-04 Jialing Zhong , Hong-lin Liao , Bingquan Ji , Luming Zhang

In the paper we consider models of generalized counting processes time-changed by a general inverse subordinator, we characterize their distributions and present governing equations for them. The equations are given in terms of the…

Probability · Mathematics 2023-12-11 Khrystyna Buchak , Lyudmyla Sakhno

We present an analysis of existence, uniqueness, and smoothness of the solution to a class of fractional ordinary differential equations posed on the whole real line that models a steady state behavior of a certain anomalous diffusion,…

Classical Analysis and ODEs · Mathematics 2018-05-25 V. Ginting , Y. Li

We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…

Numerical Analysis · Mathematics 2014-11-11 Fanhai Zeng

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

In this paper, we investigate two inverse source problems for degenerate time-fractional partial differential equation in rectangular domains. The first problem involves a space-degenerate partial differential equation and the second one…

Analysis of PDEs · Mathematics 2022-06-28 Nasser Al-Salti , Erkinjon Karimov

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou